-6.9%
AKAM vs HST
+72.4%
-79.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -0.8% | +2.0% | -2.8% | -1.5% |
| 30D | -4.5% | -5.2% | +0.8% | -2.8% |
| 3M | -25.6% | -6.2% | -19.3% | -24.2% |
| 6M | +5.7% | +20.4% | -14.7% | -1.6% |
| YTD | +21.0% | +30.6% | -9.6% | +8.9% |
| 1Y | +33.9% | +37.4% | -3.5% | +18.1% |
| 3Y | +0.9% | +66.1% | -65.2% | -17.3% |
| 5Y | -6.9% | +73.7% | -80.6% | -25.5% |
| All | -6.9% | +72.4% | -79.3% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling